Re: st: estimating the components of a total

[Jeph Herrin <stata@spandrel.net>]

Aha! It's called compositional data, and there's a way to deal with it.

thanks,
Jeph

On 3/13/2012 12:01 PM, Austin Nichols wrote:
> Jeph Herrin<stata@spandrel.net>:
> findit dirifit
>
> On Tue, Mar 13, 2012 at 11:43 AM, Jeph Herrin<stata@spandrel.net>  wrote:
> > This is not really a Stata question, but a modelling question, though
> > hopefully there is a Stata command that will provide a solution.
> >
> > I have a dataset which contains reported totals and subtotals from
> > approximately 5k respondents. For example, 5k firms are asked about their
> > revenues from various sources, which are then summed to create total
> > revenues. (Specifically, it is an electronic form which forces respondents
> > to provide subtotals that equal their total). However, some respondents only
> > report their totals, and for these I am trying to estimate the subtotals.
> >
> > A basic approach would be to simply calculate the ratio for each sub
> > category (eg, sales revenue/total revenue) for existing data and use this to
> > estimate the missing values. However, because I have a lot more information
> > on the respondents - for instance, number of employees, assets, etc - I
> > think I can model the subtotal more accurately using these variables. The
> > problem is, the subtotals estimated this way do not sum to the total.
> >
> > Concretely, let's say there are three variables -x1-,-x2-,-x3-, and that
> > their total t = x1 + x2 + x3. What I'd like is something like multivariable
> > regression
> >
> >
> >   mv x1 x2 x3 = indvar1 + indvar2 + indvar3
> >
> > with the constraint that
> >
> >   x1+x2+x3 = t
> >
> > Does this problem have a name and/or a standard solution?
> >
> > thanks,
> > Jeph
>
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